Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,75% | 9,05 CHF | 9,08 CHF | 150 000 | 150 000 | 122 988 | 122 988 | 1 194 320 CHF | 1 198 370 CHF | 99,99% | 99,99% |
15/07/2024 | 0,78% | 9,91 CHF | 9,94 CHF | 150 000 | 150 000 | 123 012 | 123 012 | 1 167 850 CHF | 1 171 910 CHF | 99,98% | 99,98% |
12/07/2024 | 0,74% | 9,89 CHF | 9,92 CHF | 150 000 | 150 000 | 123 025 | 123 025 | 1 237 600 CHF | 1 241 650 CHF | 100,00% | 100,00% |
11/07/2024 | 0,80% | 9,67 CHF | 9,70 CHF | 150 000 | 150 000 | 122 997 | 122 997 | 1 180 100 CHF | 1 184 150 CHF | 99,99% | 99,99% |
10/07/2024 | 0,78% | 9,51 CHF | 9,54 CHF | 150 000 | 150 000 | 123 008 | 123 008 | 1 164 540 CHF | 1 168 590 CHF | 100,00% | 100,00% |
09/07/2024 | 0,84% | 9,11 CHF | 9,14 CHF | 150 000 | 150 000 | 122 893 | 122 893 | 1 084 000 CHF | 1 088 050 CHF | 100,00% | 100,00% |
08/07/2024 | 0,84% | 8,64 CHF | 8,67 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 110 250 CHF | 1 114 310 CHF | 99,99% | 99,99% |
05/07/2024 | 1,03% | 8,77 CHF | 8,80 CHF | 150 000 | 150 000 | 122 081 | 122 081 | 1 061 940 CHF | 1 065 760 CHF | 100,00% | 100,00% |
04/07/2024 | 2,22% | 8,81 CHF | 8,96 CHF | 15 000 | 15 000 | 12 301 | 12 301 | 108 373 CHF | 110 256 CHF | 100,00% | 100,00% |
03/07/2024 | 0,87% | 9,12 CHF | 9,15 CHF | 150 000 | 150 000 | 123 039 | 123 039 | 1 128 370 CHF | 1 132 440 CHF | 100,00% | 100,00% |